Latin capillus "hair" beget capillāris "pertaining to hair", borrowed into English as capillary which first meant "Of, pertaining to, consisting of, or concerned with hair", then "Having a very minute or hair-like internal diameter; as a capillary tube or capillary vessel".
discapillātus/dēcapillātus meant "stripped of hair, shaven" (with the negative prefix dis-), becoming Old French deschevelé. This was borrowed into English as dishevelled/disheveled. It first meant "Without coif or head-dress; hence, with the hair unconfined and flung about in disorder" and then later "Disordered, ruffled, disorderly, untidy" (OED).
Is capillus perhaps a diminutive of caput "head"? I have no idea.